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The Turn-of-the-Year in Canada

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References

1981The relationship between return and market value of common stocks5,928 cited
1983Size-related anomalies and stock return seasonality1,800 cited
1981Misspecification of capital asset pricing1,286 cited
1983The anomalous stock market behavior of small firms in January848 cited
1978Anomalies in relationships between securities' yields and yield-surrogates750 cited
1983Transaction costs and the small firm effect529 cited
1983Transaction costs and the small firm effect431 cited
1983Optimal Stock Trading with Personal Taxes: Implications for Prices and the Abnormal January Returns409 cited
1983New evidence on the nature of size-related anomalies in stock prices337 cited
1977CAPITAL GAINS TAXATION AND YEAR‐END STOCK MARKET BEHAVIOR262 cited
1977A Tax Loss Trading Rule239 cited

Cited by

1992Additional Evidence on Integration in the Canadian Stock Market158 cited
2002Emerging stock markets return seasonalities: the January effect and the tax-loss selling hypothesis118 cited
2012Are Monthly Seasonals Real? A Three Century Perspective112 cited
1990Assessing Foreign Exchange Exposure: Theory and Application Using Canadian Firms*

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

106 cited

1987Can Tax-Loss Selling Explain the January Effect? A Note104 cited

2000Tax-Motivated Trading and Price Pressure: An Analysis of Mutual Fund Holdings104 cited

1989Firm Size and Turn-of-the-Year Effects in the OTC/NASDAQ Market101 cited

1987Taxes and Stock Return Seasonality: Evidence from the London Stock Exchange101 cited

1996Seasonality and cultural influences on four Asian stock markets100 cited

2006The other January effect☆95 cited

1992Odd-Lot Transactions around the Turn of the Year and the January Effect89 cited

1987Seasonality in the Risk-Return Relationship: Some International Evidence84 cited

1986An Investigation of the Spanish Stock Market Seasonalities84 cited

1985Personal Income Taxes and the January Effect: Small Firm Stock Returns Before the War Revenue Act of 1917: A Note83 cited

1986Return seasonality and tax-loss selling in the market for long-term government and corporate bonds77 cited

2007Halloween or January? Yet another puzzle75 cited